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Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…

We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular…

In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.

In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…

We consider here an elliptic coupled system describing the dynamics of liquid crystals flows. This system is posed on the whole n-dimensional space. We introduce first the notion of very weak solutions for this system. Then, within the…

We prove regularity estimates for weak solutions to the Dirichlet problem for a divergence form elliptic operator. We give $L^p$ estimates for the second derivative for $p<2$. Our work generalizes results due to Miranda [28].

In this paper, we discuss the problem of derivation of kinetic equations from the theory of weak turbulence for the quintic Schr\"odinger equation. We study the quintic Schr\"odinger equation on $L\mathbb T$, with $L\gg 1$ and with a…

We show the existence and uniqueness as well as boundedness of weak solutions to linear elliptic equations with $L^2$-drifts of negative divergence and singular zero-order terms which are positive. Our main target is to show the…

In this work we investigate the existence of weak solutions for steady flows of generalized incompressible and homogeneous viscous fluids. The problem is modeled by the steady case of the generalized Navier-Stokes equations, where the…

In this article, we introduce the concept of energy-variational solutions for a large class of systems of nonlinear evolutionary partial differential equations. Under certain convexity assumptions, the existence of such solutions can be…

This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…

We study the Neumann and Dirichlet problems for the total variation flow in metric measure spaces. We prove existence and uniqueness of weak solutions and study their asymptotic behaviour. Furthermore, in the Neumann problem we provide a…

In the setting of stochastic Volterra equations, and in particular rough volatility models, we show that conditional expectations are the unique classical solutions to path-dependent PDEs. The latter arise from the functional It\^o formula…

The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…

This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility (SV) models by embedding the discrete SV model in the…

We prove an analog of the Caffarelli-Kohn-Nirenberg theorem for weak solutions of a system of PDE that model a viscoelastic fluid in the presence of an energy damping mechanism. The system was recently introduced as a possible method of…

We introduce a new approach to prove the global existence and uniqueness of suitable weak solutions of the heat flow of harmonic mappings into CAT(0) metric spaces. Our method allows also to prove Lipschitz continuity in spatial variables…

In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic…

We study the vortex dynamics in an evolutive flow. We carry out the statistical analysis of the resulting time series by means of the joint use of a compression and an entropy diffusion method. This approach to complexity makes it possible…